Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
17,924.24 |
17,971.22 |
46.98 |
0.3% |
17,904.45 |
High |
17,984.95 |
18,166.77 |
181.82 |
1.0% |
18,166.77 |
Low |
17,816.65 |
17,971.22 |
154.57 |
0.9% |
17,713.45 |
Close |
17,895.88 |
18,146.74 |
250.86 |
1.4% |
18,146.74 |
Range |
168.30 |
195.55 |
27.25 |
16.2% |
453.32 |
ATR |
203.25 |
208.08 |
4.83 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,681.56 |
18,609.70 |
18,254.29 |
|
R3 |
18,486.01 |
18,414.15 |
18,200.52 |
|
R2 |
18,290.46 |
18,290.46 |
18,182.59 |
|
R1 |
18,218.60 |
18,218.60 |
18,164.67 |
18,254.53 |
PP |
18,094.91 |
18,094.91 |
18,094.91 |
18,112.88 |
S1 |
18,023.05 |
18,023.05 |
18,128.81 |
18,058.98 |
S2 |
17,899.36 |
17,899.36 |
18,110.89 |
|
S3 |
17,703.81 |
17,827.50 |
18,092.96 |
|
S4 |
17,508.26 |
17,631.95 |
18,039.19 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,368.95 |
19,211.16 |
18,396.07 |
|
R3 |
18,915.63 |
18,757.84 |
18,271.40 |
|
R2 |
18,462.31 |
18,462.31 |
18,229.85 |
|
R1 |
18,304.52 |
18,304.52 |
18,188.29 |
18,383.42 |
PP |
18,008.99 |
18,008.99 |
18,008.99 |
18,048.43 |
S1 |
17,851.20 |
17,851.20 |
18,105.19 |
17,930.10 |
S2 |
17,555.67 |
17,555.67 |
18,063.63 |
|
S3 |
17,102.35 |
17,397.88 |
18,022.08 |
|
S4 |
16,649.03 |
16,944.56 |
17,897.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,166.77 |
17,713.45 |
453.32 |
2.5% |
156.39 |
0.9% |
96% |
True |
False |
|
10 |
18,166.77 |
17,063.08 |
1,103.69 |
6.1% |
235.09 |
1.3% |
98% |
True |
False |
|
20 |
18,166.77 |
17,063.08 |
1,103.69 |
6.1% |
196.50 |
1.1% |
98% |
True |
False |
|
40 |
18,166.77 |
17,063.08 |
1,103.69 |
6.1% |
171.49 |
0.9% |
98% |
True |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.1% |
162.96 |
0.9% |
98% |
False |
False |
|
80 |
18,167.63 |
17,063.08 |
1,104.55 |
6.1% |
160.51 |
0.9% |
98% |
False |
False |
|
100 |
18,167.63 |
16,165.86 |
2,001.77 |
11.0% |
166.96 |
0.9% |
99% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.0% |
189.56 |
1.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,997.86 |
2.618 |
18,678.72 |
1.618 |
18,483.17 |
1.000 |
18,362.32 |
0.618 |
18,287.62 |
HIGH |
18,166.77 |
0.618 |
18,092.07 |
0.500 |
18,069.00 |
0.382 |
18,045.92 |
LOW |
17,971.22 |
0.618 |
17,850.37 |
1.000 |
17,775.67 |
1.618 |
17,654.82 |
2.618 |
17,459.27 |
4.250 |
17,140.13 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,120.83 |
18,077.86 |
PP |
18,094.91 |
18,008.99 |
S1 |
18,069.00 |
17,940.11 |
|